Optimization Online Digest — October 2010
Applications — OR and Management Sciences
Integer Solutions to Cutting Stock Problems
L. Fernández, L.A. Fernández, C. Pola
A GameTheoretical Dynamic Model for Electricity Markets
Aswin Kannan, Victor M. Zavala
The value of rolling horizon policies for riskaverse hydrothermal planning
Vincent Guigues, Claudia Sagastizábal
Portfolio Selection under Model Uncertainty: A Penalized MomentBased Optimization Approach
Jonathan Y. Li, Roy H. Kwon
Stochastic Sequencing of Surgeries for a Single Surgeon Operating in Parallel Operating Rooms
Camilo Mancilla, Robert H. Storer
Construction of RiskAverse Enhanced Index Funds
Miguel Lejeune, Gulay SamatliPac
ROBUST PASSENGER ORIENTED AIRLINE SCHEDULING
LUÍS CADARSO, ÁNGEL MARÍN
Robust Unit Commitment Problem with Demand Response and Wind Energy
Long Zhao, Bo Zeng
Applications — Science and Engineering
Minimum weight Topology optimization subject to unsteady heat equation and spacetime pointwise constraints  toward automatic optimal riser design in the shape casting process
Rouhollah Tavakoli
Total variation superiorization schemes in proton computed tomography image reconstruction
S.N. Penfold, R.W. Schulte, Y. Censor, A.B. Rosenfeld
Quest for the control on the second order derivatives: topology optimization with functional includes the state's curvature
Rouhollah Tavakoli
Accuracy guarantees for ℓ1recovery
Anatoli Juditsky, Fatma Kilinc Karzan, Arkadi Nemirovskili
Combinatorial Optimization
Facets of the minimumadjacency vertex coloring polytope
Diego Delle Donne, Javier Marenco
On the Complexity of NonOverlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems
Karthik Natarajan, Xuan Vinh Doan
MinMax Theorems Related to Geometric Representations of Graphs and their SDPs
Marcel K. Carli Silva, Levent Tuncel
Convex and Nonsmooth Optimization
On the acceleration of augmented Lagrangian method for linearly constrained optimization
Bingsheng He, Xiaoming Yuan
Global Optimization
Optimization problems on the rank and inertia of the Hermitian matrix expression $A  BX  (BX)^{*}$ with applications
Tian Yongge
Rank and inertia optimizations of two Hermitian quadratic matrix functions subject
Yongge Tian, Ying Li
Exploiting SecondOrder Cone Structure for Global Optimization
Ashutosh Mahajan, Todd Munson
Maxmin optimizations on the rank and inertia of a linear Hermitian matrix expression subject to range, rank and definiteness restrictions
Yongge Tian
Integer Programming
A probabilistic analysis of the strength of the split and triangle closures
Amitabh Basu, Gerard Cornuejols, Marco Molinaro
On optimizing over liftandproject closures
Pierre Bonami
Mixed Integer Lifted Cover Inequalities for knapsack problems with a single continuous variable
Pasquale Avella, Maurizio Boccia, Sara Mattia
Linear, Cone and Semidefinite Programming
Comparing SOS and SDP relaxations of sensor network localization
Joăo Gouveia, Ting Kei Pong
SpeeDP: A new algorithm to compute the SDP relaxations of MaxCut for very large graphs
Luigi Grippo, Laura Palagi, Mauro Piacentini, Veronica Piccialli, Giovanni Rinaldi
On the Volumetric Path
Murat Mut, Tamás Terlaky
Network Optimization
Solving Shortest Path Problems With a Weight Constraint and Replenishment Arcs
Olivia J Smith, Natashia Boland, Hamish Waterer
Nonlinear Optimization
A quasiNewton strategy for the sSQP method for variational inequality and optimization problems
Damián Fernández
On the oracle complexity of firstorder and derivativefree algorithms for smooth nonconvex minimization
Coralia Cartis, Nick Gould, Philippe Toint
Robust Optimization
TwoStage Robust Power Grid Optimization Problem
Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan
Stochastic Programming
Samplingbased decomposition methods for riskaverse multistage stochastic programs
Vincent Guigues, Werner Römisch
On the parallel solution of dense saddlepoint linear systems arising in stochastic programming
Miles Lubin, Cosmin Petra, Mihai Anitescu
Other Topics
Robust and Stochastically Weighted MultiObjective Optimization Models and Reformulations
Jian Hu, Sanjay Mehrotra
NONSMOOTH OPTIMIZATION OVER THE (WEAKLY OR PROPERLY) PARETO SET OF A LINEARQUADRATIC MULTIOBJECTIVE CONTROL PROBLEM : EXPLICIT OPTIMALITY CONDITIONS
Henri Bonnel, Ngoc Sang Pham
